-100.0%
DFNS vs CNH
+130.1%
-230.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.9% | -13.9% | -0.9% |
| 7D | -42.8% | +8.6% | -51.4% | -41.9% |
| 30D | -67.6% | +12.6% | -80.1% | -66.8% |
| 3M | -94.9% | +17.5% | -112.4% | -94.6% |
| 6M | -96.7% | +18.1% | -114.8% | -96.6% |
| YTD | -99.6% | +40.4% | -140.0% | -99.6% |
| 1Y | -99.7% | +34.0% | -133.7% | -99.7% |
| 3Y | -100.0% | +35.3% | -135.3% | -100.0% |
| 5Y | -100.0% | -5.1% | -94.9% | -100.0% |
| All | -100.0% | +130.1% | -230.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling